+211.8%
PM vs CAG
-35.6%
+247.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -1.2% | -6.6% | +5.4% | +0.6% |
| 30D | -0.2% | +2.3% | -2.5% | -0.8% |
| 3M | +4.9% | +16.3% | -11.4% | +0.5% |
| 6M | +9.0% | -16.0% | +25.1% | +13.6% |
| YTD | +17.8% | -7.7% | +25.5% | +19.4% |
| 1Y | +16.8% | -16.0% | +32.8% | +21.3% |
| 3Y | +125.4% | -37.7% | +163.1% | +151.1% |
| 5Y | +128.7% | -41.2% | +169.9% | +157.9% |
| 10Y | +211.8% | -33.8% | +245.6% | +239.5% |
| All | +211.8% | -35.6% | +247.4% | +239.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling